CSBR Options History — October 2024

In October 2024, CSBR traded between $3.91 and $4.73. ATM implied volatility averaged 166.8%, placing in the 26.1% IV rank vs the trailing year. The 30-day expected move averaged 44.7%. IV traded above realized volatility by 113.3% (HV 20d: 53.5%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 2.53.

Notable Days

  • 2024-10-18: Highest Volume — 43 contracts
  • 2024-10-25: Largest IV spike — 163.1% change
  • 2024-10-25: Highest IV Rank — 79.7%
  • 2024-10-25: Largest Expected Move — 115.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.39$3.91$4.73$4.71$3.91
Max Pain$4.78$2.50$5.00$2.50$5.00
ATM IV166.8%81.8%402.3%339.8%202.4%
Expected Move44.7%19.0%115.3%97.4%58.0%
HV 20d53.5%30.1%86.5%86.1%40.2%
HV 60d58.4%57.0%60.3%57.2%59.9%
IV Rank26.1%6.8%79.7%65.5%34.1%
IV Percentile31.0%7.9%93.7%83.3%39.7%
Term Structure12.7%-161.0%250.7%-161.0%-104.4%
VWIV107.8%67.4%148.2%67.4%148.2%
Bid-Ask Spread %160.74140.38176.92161.82147.90
Gamma HHI0.970.920.990.960.98
Net GEX-827-2.7K-31-676-31
Net DEX44.0K28.8K75.6K31.6K72.3K
Net VEX-107-136-13-131-19
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.530.0012.001.000.16
Total Volume3.65204320
Total OI225.391216237216219

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-10-01$4.71$2.50339.8%97.4%86.1%65.5%0.0%0.0%-161.0%-67631.6K-1310.00161.82N/AN/A0227189
2024-10-02$4.62$2.50212.4%60.9%85.9%36.5%0.0%0.0%106.3%-1.1K40.0K-1301.00151.14N/AN/A2227191
2024-10-03$4.66$5.00105.0%23.5%86.0%12.0%67.4%0.0%39.1%-86837.9K-13312.00173.26N/AN/A11229193
2024-10-04$4.58$5.00108.8%41.4%86.3%12.9%0.0%0.0%-159.1%-1.1K42.5K-1320.00157.40N/AN/A0230195
2024-10-07$4.73$5.00163.0%25.9%86.5%25.2%0.0%0.0%18.1%-97532.8K-1360.00154.58N/AN/A2030197
2024-10-08$4.63$5.00256.6%19.0%75.4%46.5%0.0%0.0%51.2%-2.7K61.5K-920.00167.23N/AN/A0032197
2024-10-09$4.67$5.0081.8%23.4%71.5%6.8%0.0%0.0%-39.5%-1.1K38.3K-1330.00176.92N/AN/A0032197
2024-10-10$4.65$5.00174.1%49.9%66.1%27.8%0.0%0.0%-34.1%-33330.4K-1291.00175.49N/AN/A2232197
2024-10-11$4.61$5.00126.5%36.3%45.4%16.9%0.0%0.0%-115.1%-53037.1K-1281.00169.02N/AN/A2234199
2024-10-14$4.45$5.0084.9%24.3%43.8%7.5%0.0%0.0%-34.4%-1.2K50.3K-1200.00140.38N/AN/A0036201
2024-10-15$4.41$5.00127.4%36.5%37.0%17.1%0.0%0.0%40.0%-66337.7K-1200.00169.03N/AN/A0036201
2024-10-16$4.39$5.00159.9%45.8%35.4%24.5%0.0%0.0%-8.0%-69738.8K-1180.00171.00N/AN/A0036201
2024-10-17$4.50$5.0085.5%24.5%36.6%7.6%0.0%0.0%0.0%-1.1K43.9K-1140.00172.24N/AN/A0036201
2024-10-18$4.39$5.0087.0%25.0%36.4%8.0%0.0%0.0%250.7%-1.1K47.5K-1130.16155.10N/AN/A37636201
2024-10-21$4.46$5.0092.1%26.4%33.6%9.1%0.0%0.0%0.0%-1.1K48.8K-1120.00149.44N/AN/A0022197
2024-10-22$4.45$5.0091.3%26.2%30.1%8.9%0.0%0.0%160.2%-1.1K45.1K-1140.00152.74N/AN/A0022197
2024-10-23$4.07$5.00236.3%67.8%41.5%41.9%0.0%0.0%58.6%-34228.8K-1070.00164.54N/AN/A0022197
2024-10-24$4.13$5.00152.9%43.8%42.2%22.9%0.0%0.0%0.0%-66446.0K-980.00157.32N/AN/A0022197
2024-10-25$4.07$5.00402.3%115.3%42.2%79.7%0.0%0.0%57.8%-33933.4K-950.00168.14N/AN/A0022197
2024-10-28$4.00$5.00274.8%78.8%41.3%50.6%0.0%0.0%102.3%-57741.2K-970.00159.50N/AN/A0022197
2024-10-29$3.98$5.00148.9%42.7%40.8%22.0%148.2%0.0%0.0%-73551.4K-820.00147.76N/AN/A01022197
2024-10-30$3.93$5.00122.7%35.2%40.6%16.0%0.0%0.0%0.0%-3575.6K-130.00155.05N/AN/A0022197
2024-10-31$3.91$5.00202.4%58.0%40.2%34.1%0.0%0.0%-104.4%-3172.3K-190.00147.90N/AN/A0022197